def onPosition(self, position):
"""
仓位信息回报
Args:
position(fxdayu.vt.vtData.VtPositionData):
"""
position_ = VtAdapter.transform(position)
event = PositionEvent(position_, topic=position_.symbol)
self.eventEngine.event_queue.put(event)
def onTrade(self, trade):
"""
订单执行回报
Args:
trade(fxdayu.vt.vtData.VtTradeData):
"""
execution = VtAdapter.transform(trade)
execution.account = self.context.account.id
event = ExecutionEvent(execution)
self.eventEngine.event_queue.put(event)
def subscribe_contract(self, contract):
"""
Args:
contract(fxdayu.event.ContractData):
Returns:
None
"""
req = VtAdapter.transform(contract)
return self.subscribe(req)
def onError(self, error):
"""
错误回报
Args:
error(fxdayu.vt.vtData.VtErrorData):
Returns:
None
"""
error = VtAdapter.transform(error)
self.eventEngine.event_queue.put(ErrorEvent(error))
def onLog(self, log):
"""
记录日志
Args:
log(fxdayu.vt.vtData.VtLogData):
Returns:
None
"""
log_ = VtAdapter.transform(log)
self.eventEngine.event_queue.put(LogEvent(log_))
def onAccount(self, account):
"""
账户信息回报
Args:
account(fxdayu.vt.vtData.VtAccountData):
Returns:
None
"""
account_ = VtAdapter.transform(account)
event = AccountEvent(account_, topic=account_.gateway)
self.eventEngine.event_queue.put(event)
def onTick(self, tick):
"""
市场深度行情推送
Args:
tick(fxdayu.vt.vtData.VtTickData)
Returns:
None
"""
tick_ = VtAdapter.transform(tick)
event = TickEvent(tick_, topic=tick_.symbol)
self.eventEngine.event_queue.put(event)
def send_order(self, order):
"""
Args:
order(fxdayu.models.order.OrderReq):
Returns:
"""
vt_order = VtAdapter.transform(order)
vt_order_id = self.sendOrder(vt_order)
self._order_map_fx2vn[order.clOrdID] = vt_order_id
self._order_map_vn2fx[vt_order_id] = order.clOrdID
order.gateway, _ = vt_order_id.split(".")
def onOrder(self, order):
"""
订单回报
Args:
order(fxdayu.vt.vtData.VtOrderData):
"""
order_status = VtAdapter.transform(order)
order_status.clOrdID = self._order_map_vn2fx.get(
order_status.clOrdID, "")
# TODO 过滤掉不在本次发出的订单
order_status.account = self.context.account.id
event = OrderStatusEvent(order_status, topic=order_status.gClOrdID)
self.eventEngine.event_queue.put(event)
def cancel_order(self, cancel):
"""
Args:
cancel(fxdayu.models.order.CancelReq):
Returns:
"""
cancel.orderID = self._order_map_fx2vn.get(cancel.orderID, "")
if cancel.orderID:
gateway, cancel.orderID = cancel.orderID.split(".")
cancel_req = VtAdapter.transform(cancel)
self.cancelOrder(cancel_req)
else:
pass # warning